LPXZX vs. HPF
Compare and contrast key facts about Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) and John Hancock Preferred Income Fund II (HPF).
LPXZX is managed by Cohen & Steers. It was launched on Nov 29, 2015. HPF is managed by John Hancock. It was launched on Jan 1, 2005.
Performance
LPXZX vs. HPF - Performance Comparison
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LPXZX vs. HPF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPXZX Cohen & Steers Low Duration Preferred and Income Fund | -0.87% | 6.89% | 8.75% | 6.91% | -5.78% | 2.08% | 4.27% | 11.38% | -1.44% | 5.82% |
HPF John Hancock Preferred Income Fund II | -0.34% | 6.34% | 14.41% | 10.78% | -18.44% | 17.90% | -7.67% | 27.95% | -5.38% | 14.74% |
Returns By Period
In the year-to-date period, LPXZX achieves a -0.87% return, which is significantly lower than HPF's -0.34% return. Over the past 10 years, LPXZX has underperformed HPF with an annualized return of 4.13%, while HPF has yielded a comparatively higher 5.49% annualized return.
LPXZX
- 1D
- -0.11%
- 1M
- -1.77%
- YTD
- -0.87%
- 6M
- -0.17%
- 1Y
- 4.40%
- 3Y*
- 7.58%
- 5Y*
- 3.36%
- 10Y*
- 4.13%
HPF
- 1D
- 0.26%
- 1M
- -2.40%
- YTD
- -0.34%
- 6M
- -3.26%
- 1Y
- 3.29%
- 3Y*
- 9.91%
- 5Y*
- 2.76%
- 10Y*
- 5.49%
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LPXZX vs. HPF - Expense Ratio Comparison
LPXZX has a 0.60% expense ratio, which is higher than HPF's 0.01% expense ratio.
Return for Risk
LPXZX vs. HPF — Risk / Return Rank
LPXZX
HPF
LPXZX vs. HPF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) and John Hancock Preferred Income Fund II (HPF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| LPXZX | HPF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.28 | +1.72 |
Sortino ratioReturn per unit of downside risk | 2.51 | 0.44 | +2.07 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.07 | +0.43 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.34 | +1.62 |
Martin ratioReturn relative to average drawdown | 8.40 | 1.02 | +7.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LPXZX | HPF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.28 | +1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.26 | 0.18 | +1.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 0.25 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.27 | +0.78 |
Correlation
The correlation between LPXZX and HPF is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LPXZX vs. HPF - Dividend Comparison
LPXZX's dividend yield for the trailing twelve months is around 4.59%, less than HPF's 9.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPXZX Cohen & Steers Low Duration Preferred and Income Fund | 4.59% | 4.84% | 5.10% | 4.92% | 4.45% | 4.21% | 4.36% | 4.51% | 4.71% | 3.78% | 4.10% | 0.00% |
HPF John Hancock Preferred Income Fund II | 9.47% | 9.22% | 8.95% | 9.39% | 9.45% | 7.10% | 7.80% | 7.32% | 8.96% | 7.82% | 8.30% | 7.85% |
Drawdowns
LPXZX vs. HPF - Drawdown Comparison
The maximum LPXZX drawdown since its inception was -18.13%, smaller than the maximum HPF drawdown of -66.73%. Use the drawdown chart below to compare losses from any high point for LPXZX and HPF.
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Drawdown Indicators
| LPXZX | HPF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.13% | -66.73% | +48.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.24% | -9.41% | +7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -9.69% | -31.24% | +21.55% |
Max Drawdown (10Y)Largest decline over 10 years | -18.13% | -54.76% | +36.63% |
Current DrawdownCurrent decline from peak | -2.24% | -5.65% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -8.56% | +7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 3.16% | -2.64% |
Volatility
LPXZX vs. HPF - Volatility Comparison
The current volatility for Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) is 0.86%, while John Hancock Preferred Income Fund II (HPF) has a volatility of 4.53%. This indicates that LPXZX experiences smaller price fluctuations and is considered to be less risky than HPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LPXZX | HPF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 4.53% | -3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 5.84% | -4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.23% | 11.98% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.68% | 15.53% | -12.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.77% | 22.09% | -18.32% |